STRATEGY VWAP MOMENTUM

20251107 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 23

Periodo: 2025-11-07 01:06:00 - 2025-11-07 22:59:00

Exposure Days: 1

Trades per Day: 23.00

Avg Duration: 54.57 min

Median Duration: 39.00 min

PERFORMANCE

Total Profit: $695.00

Avg Profit: $30.22

Median Profit: $-890.00

Std Profit: $1,764.00

Profit Factor: 1.04

WIN/LOSS

Win Rate: 31.8%

Winners / Losers: 7 / 15 (Ratio: 1:2)

Gross Profit: $18,130.00

Gross Loss: $-17,435.00

Avg Winner: $2,266.25

Avg Loser: $-1,162.33

Avg Winner / Avg Loser: (Ratio: 1:1.95)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-7,640.00

Sharpe Ratio: 0.02

Sortino Ratio: 0.06

Ulcer Index: 1264.13

EXIT REASONS

TARGET exits: 7 (30.4%)

STOP exits: 10 (43.5%)

EOD exits: 1 (4.3%)

LONG ENTRIES (BUY)

Total LONG: 12

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-300.00

Avg P&L: $-25.00

SHORT ENTRIES (SELL)

Total SHORT: 11

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $995.00

Avg P&L: $90.45

CUMULATIVE P&L